Normally, if I mark something as a "favorite" on the Zumno 660, it will label/mark that location on the screen as I ride anywhere near it. I want to do the same thing with campsites for an upcoming trip. Basically, I want to display the track, and also see where the nearest campsite will be.

I am thinking that I could use a POI loader, but what is the easiest/preferred one? Obviously, these campsites are only going to "favorite" for a short duration. Is there a swanky way to keep all these in their own "favorites" file?

You can have multiple custom POI files on your device. As you upload a POI file to your GPS, one of the dialog boxes lets you give the file a name. Simply give each custom POI file a unique name that makes sense to you. I think the default name in the text box will be something like "Custom POI" but you could change that to "Campsites" for example.

ETA: Here is the dialog box where you can name your POI file whatever you want. I have put an orange box around it.